Multivariate cumulants in outlier detection for financial data analysis
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Publication:2141847
DOI10.1016/j.physa.2020.124995OpenAlexW3046071206MaRDI QIDQ2141847
Publication date: 25 May 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.00541
mutual information4th order multivariate cumulantscross-correlation of extreme returnsfinancial crisis detectiont-student copula
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